+30.9%
KRE vs ENB
+68.4%
-37.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.8% |
| 7D | -1.1% | -0.3% | -0.7% | -0.9% |
| 30D | -3.4% | -1.1% | -2.3% | -2.9% |
| 3M | +3.7% | -8.5% | +12.2% | +8.5% |
| 6M | +14.8% | -4.5% | +19.3% | +16.9% |
| YTD | +14.7% | +9.1% | +5.6% | +7.3% |
| 1Y | +16.0% | +8.0% | +8.1% | +9.1% |
| 3Y | +84.3% | +77.8% | +6.4% | +20.4% |
| 5Y | +30.9% | +69.4% | -38.5% | -15.7% |
| All | +30.9% | +68.4% | -37.6% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ENB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling